Skip to content
No description, website, or topics provided.
Jupyter Notebook
Branch: master
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Type Name Latest commit message Commit time
Failed to load latest commit information.
Actor Critic RL Algo for Trading.ipynb

Actor Critic RL Algorithm for Trading Stock

In this project I have tried to use actor-critic Reinforcement learning strategy to attempt to optimize returns over a run of two correlated stocks(AAPL & MSFT).

Actor Critic Reinforcement Learning

  • The concept of Actor Critic Reinforcement Learning is quite popular and seems to work well when we have both an infinite input space and an infinite output space, which is the case for stock market.

  • The actor takes in the current environment state and determines the best action to take, the critic plays the evaluation role by taking in the environment state and action, returning an action score.

  • Actor-Critic methods need less training time than policy gradient methods.

You can’t perform that action at this time.